Improved estimators for the GMANOVA problem with application to Monte Carlo simulation (Q805111)
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scientific article; zbMATH DE number 4203493
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved estimators for the GMANOVA problem with application to Monte Carlo simulation |
scientific article; zbMATH DE number 4203493 |
Statements
Improved estimators for the GMANOVA problem with application to Monte Carlo simulation (English)
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1991
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minimax
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unbiased estimate of risk
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Stein effect
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shrinkage estimator
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matrix loss
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GMANOVA model
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quadratic loss
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improved estimators
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integration-by-parts
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Wishart distributions
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control variates
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multipopulation multivariate simulation studies
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0.8624116
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0.8591011
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0.85412776
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0.85241395
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